Page 274 - Contributed Paper Session (CPS) - Volume 7
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CPS2099 Takatsugu Yoshioka et al.
where , = + , = + , and ‘*’ indicates missing data. We partition
2
1
2
1
(1) into a × 1 random vector and a random vector as (1) = ( (1) ′ , (1) ′ )′ ,
1
2
where = 1,2, … , . We define the sample mean vectors as
1
and the sample covariance matrices are given as
We consider the following hypothesis test problem:
where is a specified vector. We can construct the Hotelling’s T2 type test
0
statistic as
Where
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